Senior analyst developing quantitative valuation models for TD Bank’s treasury and balance-sheet risk management. Supporting stress testing, hedging, model governance, and interest-rate risk analytics.
Responsibilities
Provide quantitative modelling support to TBSM business-as-usual activities and strategic projects or initiatives
Support Treasury stress testing, including DFAST, EWST, and MST
Support Hedging Accounting activities
Research industry best practices
Develop quantitative valuation models for measuring and hedging interest rate risk of retail, commercial, and structured finance products in the Banking book
Work on MDR/AMR/OMR model submissions to meet TD's internal model risk management requirements
Address model validation, internal and external audit, and regulatory requirements or findings in a timely manner
Collaborate with Front Office, Investments, Market Risk Measurement and Reporting, Treasury Analytics, and Model Validation and Management teams
Report to the Senior Manager, Treasury Applied Research within TBSM
Requirements
Experience in Model Development and/or Model Validation is desirable
Experience in fixed income, structured product, or market risk related area is a plus
Experience in QRM, INTEX, and other financial vendor platforms is a plus
Strong technical writing skills, especially on financial model documentation
Strong quantitative skills
Graduate degree in mathematics, physics, computer science, statistics, or a related area is ideal
1–3 years of experience in quantitative analysis / financial engineering is ideal
Experience using C++/C#, Python, R, or VBA programming is a plus
Strong analytical and communication skills
Demonstrated track record of creative problem solving and solution development
High level of self-motivation
Benefits
Health and well-being benefits
Savings and retirement programs
Paid time off
Banking benefits and discounts
Career development
Reward and recognition programs
Regular development conversations, training programs, and mentoring programs
Online learning platform
Training and onboarding sessions
Accessibility accommodations during the interview process
Data analyst advising Desjardins on complex data collection, analysis, and reporting. Improving data tools and guiding stakeholders’ strategic decisions.
IT Analyst analyzing business needs, requirements, testing, and IT assets for iA Financial Group’s insurance and financial services operations. Supporting compliance, continuity, and technology initiatives across Canada.
Credit risk analyst analyzing portfolio and customer data for EQ Bank, Canada's challenger bank. Supporting fraud prevention, adjudication strategies, reporting, and risk decisions.
Due Diligence Analyst supporting risk, AML, and KYC reviews for Alpaca’s fintech and financial institution partners. Coordinating documentation and onboarding across global third - party integrations.
NOC Analyst II monitoring and troubleshooting networks and systems for VC3, an IT provider serving municipalities and organizations across the United States and Canada. Mentoring junior analysts and maintaining uptime.
IT Analyst maintaining Hydro’s infrastructure, applications, and Active Directory. Supporting business users and global IT projects for a sustainable aluminium and renewable energy company.
Service Desk Analyst providing end - user support and managing office IT equipment. Supporting BeyondTrust’s cybersecurity SaaS operations through incident, asset, vendor, and user management.
Operational Technology Analyst supporting cybersecurity, infrastructure, and process control at Domtar’s Saint - Félicien manufacturing facility. Improving reliability, security, and modernization across OT systems.